Arts festivals have become increasingly popular in various parts of Japan in recent years. The purpose of this study was to investigate the relationships between arts festival activities participation at the Setouchi Triennale and the health of residents in the town of Naoshima. This was a cross-sectional study. Questionnaires were distributed to all residents of Naoshima who were 20 years old or older (n=2,588). We analyzed responses from 708 people. The associations between arts festival activities participation and health (measured by self-rated health) were analyzed using logistic regression analysis as the primary outcome. Kessler's psychological distress scale scores were also analyzed in the same manner as the primary outcome. The participating group had an adjusted odds ratio of 1.86 (95% confidence interval: 1.03-3.33) for higher self-rated health compared with those who did not participate. Kessler's psychological distress scale results showed that the participating group had an adjusted odds ratio of 3.23 (95% confidence interval: 1.19-8.81) for lower psychological distress compared with those who did not participate. In conclusion, arts festival activities participation was associated with higher self-rated health and lower psychological distress. However, caution must be taken in regard to generalizability and causality when interpreting these results.